Basically the best way i can think of doing this is by using a screen capture program. Just by googling screen recorder you get a massive number of these programs come up. eg. http://www.free-screen-capture.com/

Could not really tell you if these ones will capture gameplay or not but i can't think of any reason they wouldn't. Just a matter of picking through the various softwares and finding which one works best for you.

Good Luck